Stories of the Twentieth Century for the Twenty-First /

A key precursor of twentieth-century financial crises in emerging and advanced economies alike was the rapid buildup of leverage. Those emerging economies that avoided leverage booms during the 2000s also were most likely to avoid the worst effects of the twenty-first century's first global cri...

Ausführliche Beschreibung

Gespeichert in:
1. Verfasser:
Gourinchas, Pierre-Olivier
Körperschaft:
National Bureau of Economic Research
Weitere Verfasser:
Obstfeld, Maurice
Format:
Elektronisch E-Book
Sprache:
Englisch
Veröffentlicht:
Cambridge, Mass. National Bureau of Economic Research 2011.
Zusammenfassung:
A key precursor of twentieth-century financial crises in emerging and advanced economies alike was the rapid buildup of leverage. Those emerging economies that avoided leverage booms during the 2000s also were most likely to avoid the worst effects of the twenty-first century's first global crisis. A discrete-choice panel analysis using 1973-2010 data suggests that domestic credit expansion and real currency appreciation have been the most robust and significant predictors of financial crises, regardless of whether a country is emerging or advanced. For emerging economies, however, higher foreign exchange reserves predict a sharply reduced probability of a subsequent crisis.
Umfang:
1 online resource: illustrations (black and white);
Anmerkungen:
July 2011.
Schlagworte: